+16.6%
KORU vs MCO
+918.0%
-901.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.5% | -11.0% | -10.6% |
| 7D | +2.3% | -7.3% | +9.6% | +12.0% |
| 30D | +20.0% | -1.7% | +21.7% | +20.9% |
| 3M | -32.7% | +3.9% | -36.6% | -41.3% |
| 6M | +13.3% | +3.8% | +9.5% | -1.0% |
| YTD | +133.2% | -7.9% | +141.1% | +132.4% |
| 1Y | +357.3% | -6.8% | +364.1% | +335.9% |
| 3Y | +452.7% | +40.9% | +411.7% | +208.9% |
| 5Y | +47.2% | +27.5% | +19.7% | -1.0% |
| 10Y | +67.6% | +381.4% | -313.8% | -74.2% |
| All | +16.6% | +918.0% | -901.3% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling